The uncertainty-based sequential design of experiment method based on Stochastic Kriging metamodel

Bo Wang, Haechang Gea, Jun Qiang Bai, Yu Dong Zhang, Jian Gong, Wei Min Zhang

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

The research on uncertainty requires many duplications and undoubtedly it puts forward a giant challenge to numerical simulations which is time-consuming. The amount of computation in the study of uncertainty can be effectively reduced through design of experiment method, but the current researches on design of experiment method about uncertainty mainly concentrate on traditional methods. Aiming at the problem, in order to address the problem and attain an accurate uncertainty assessment through reasonably allocating computational resources, the sequential design of experiment method with three stages was constructed based on the Stochastic Kriging metamodel with finite sampling. At the beginning, the criterion to choose the predetermined number and distribution of samples to attain certain accuracy of stochastic metamodel was proposed through the simplification of IMSE at specific sampling states. In addition, the criterion to obtain the optimum based on the predetermined information was also derived to simultaneously take the state and distribution of samples into account. Moreover, traditional methods were used to do the comparison with the proposed method, and the feasibility and advantages of proposed method were verified by examples with uncertainty, in which stochastic metamodel with more accuracy was achieved by using the same amount of sampling as traditional methods.

Original languageEnglish
Pages (from-to)530-536
Number of pages7
JournalChinese Journal of Engineering Design
Volume23
Issue number6
DOIs
StatePublished - 2016

Keywords

  • Design of experiment method
  • Integration of mean square error
  • Metamodel
  • Sequential design
  • Uncertainty

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